Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 345747.005 | 422860.0806 | -77113.0757 | -16429223.567 | 4569128.5003 | -20998352.0673 |
Total P&L (%) | 345.747 | 422.8601 | -77.1131 | -16429.2236 | 4569.1285 | -20998.3521 |
Avg Daily Profit (%) | 0.1383 | 0.1691 | -0.0308 | 0 | 0.1538 | 0 |
Buy And Hold Return (%) | 851.0261 | 851.0261 | 851.0261 | 851.0261 | 851.0261 | 851.0261 |
Max Trade Drawdown | -279607 | -67528 | -279607 | -25165270 | -459021 | -24706249 |
Profit Factor | 1.7117 | 5.6491 | 0.8047 | 0.3652 | 6.66 | 0.1625 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 55 | 27 | 28 | 54 | 26 | 28 |
Losing Trades | 11 | 6 | 5 | 12 | 7 | 5 |
Profitability (%) | 83.3333 | 81.8182 | 84.8485 | 81.8182 | 78.7879 | 84.8485 |
Ratio Avg Win / Avg Loss | 0.3423 | 1.2553 | 0.1437 | 0.0812 | 1.7931 | 0.029 |
Largest Winning Trade | 103683 | 103683 | 42254 | 1735756 | 1735756 | 1106377 |
Largest Losing Trade | -279607 | -50349 | -279607 | -24706249 | -459021 | -24706249 |
Avg Bars in Trades | 69 | 70 | 68 | 69 | 70 | 68 |
Avg Bars in Winners | 41 | 38 | 44 | 38 | 32 | 44 |
Avg Bars in Losers | 208 | 213 | 202 | 207 | 211 | 202 |
Bars Traded | 4566 | 2321 | 2245 | 4566 | 2321 | 2245 |
Profit Streak | 164.3847 | 1086.3847 | 0 | 0 | 0 | 0 |
Trades During Streak | 1 | 17 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -297464 | -145728 | -576442 | -705212 | 676475 | -576442 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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